+32.2%
AWK vs IBB
+86.1%
-53.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +0.1% | -0.5% | +0.7% | +0.2% |
| 30D | +14.3% | +4.6% | +9.7% | +13.4% |
| 3M | +10.3% | +6.8% | +3.5% | +9.0% |
| 6M | +18.9% | +23.1% | -4.2% | +15.3% |
| YTD | +17.7% | +26.0% | -8.3% | +13.4% |
| 1Y | +16.9% | +30.4% | -13.5% | +11.7% |
| 3Y | +32.2% | +85.4% | -53.3% | +1.2% |
| All | +32.2% | +86.1% | -53.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling